On arbitage and Markovian short rates for fractional bond markets

Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 (2004) On arbitage and Markovian short rates for fractional bond markets. Statistics and Probability Letters, 70 (3). pp. 211-222. ISSN 0167-7152

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Item Type:	Article
Official URL:	http://www.sciencedirect.com/science/journal/01677...
Additional Information:	© 2004 Elsevier B.V.
Divisions:	Mathematics
Subjects:	H Social Sciences > HA Statistics
Date Deposited:	29 Jan 2008
Last Modified:	11 Dec 2024 22:47
URI:	http://eprints.lse.ac.uk/id/eprint/3216

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